Collateral management
UMR efficiency: optimising systems and processes for IM compliance
UMR are among the biggest collateral management issues faced by investors in over-the-counter (OTC) derivatives. At a specially convened session sponsored by IHS Markit at Risk.net’s Buy-Side Risk Global event, panellists discussed the latest phases of…
Buy side divided on euro swap clearing move
With eurocrats dithering on extension of LCH waiver, asset managers mull when – or if – to jump ship to Eurex
State Street launches tri-party custody for IM clients
Third-party provider begins shifting phase five clients to full-service collateral model
Collateral management solution of the year: Adenza
Asia Risk Awards 2021
Margining solution of the year: IHS Markit
Asia Risk Awards 2021
Asia moves: LCH appoints new head of Asia, BNY Mellon picks treasury services chief, and more
Latest job news across the industry
IM phases five and six collide as buy side delays readiness
More than 1,000 segregated accounts for uncleared margin may still need to be opened post-deadline
Uncleared margin rules: should only geeks care about initial margin calculation?
Why the consequences of inadequate initial margin calculation should not be underestimated
Time to act – Smart transitions to UMR compliance
Firms face many challenges as deadlines loom for phases five and six of the uncleared margin rules (UMR), including getting their average aggregate notional amount calculations right to determine which phase they are in. With only three months to prepare…
Acadiasoft brings IM standards in-house with Quaternion buy
Deal will help data standardisation efforts and cut outsourcing risk in Simm calculation service
The slow corporate embrace of CSAs
Risk.net research finds 28 of 50 large companies now have CSAs – but has the trend run its course?
Data quality in focus as UMR deadlines stretch
The uncleared margin rules are seen by many as key to accurate and fast margin calculations. IHS Markit explores how firms can quickly assess proposed trades, calculate initial margin accurately and effectively handle the margin exchange workflow to…
Citi turns to fintech to boost FCM interest income
Clearing giant is optimising its treasury function to combat low rates and CCP fee hikes
Collateral management product of the year: SmartStream
Asia Risk Technology Awards 2020
Collateral manager of the year: JP Morgan
Asia Risk Awards 2020
Strategic preparation – The impact of the UMR phase five delay
Bruce Kellaway, global head of rates, securities and collateral at LCH, discusses the most likely instruments to be pushed into the cleared world as a result of phase five implementation, the tactics firms use to drive efficiency in exchange threshold…
Intersecting technology with clear purpose – Uninterrupted collateral management and how to get there
This webinar explores how market participants can handle the increased volumes in margin calls and disputes through real-time inventory management
Uncleared margin – The changing needs of buy-side firms
Raf Pritchard, head of triResolve, discusses the initial margin calculation and collateralisation challenges for firms coming into scope under phases five and six of the uncleared margin rules
Top banks’ US Treasury holdings up 26% in 2019
Fair value gains follow plummeting yields on government paper
At CCPs, sovereign bonds are top IM collateral
Government debt makes up 48% of IM on average among top clearing houses
Coping with uncleared margin rules – the tricks, traps and tools
A unique insight on the evolving UMR strategies of 110 banks and buy‑side firms
Initial margin – A regulatory bottleneck
With the recent announcement of an extended preparation period for those smaller entities needing to post initial margin under the uncleared margin rules, the new timetable could cause a bottleneck for firms busy repapering derivatives contracts linked…
Competitive differentiation – Reaping the benefits of XVA centralisation
A forum of industry leaders discusses the latest developments in XVA and the strategic, operational and technological challenges of derivatives valuation in today’s environment, including the key considerations for banks looking to move to a standardised…
JP Morgan turns to start-up to manage CME margin
Bank also weighing whether to bring its business at two other clearing houses on to Baton platform